Ok then what you want is a MOSFET:http://www.societyofrobots.com/electronics_tutorial.shtml#mosfet
Ok I admit that tutorial kinda sucks, been too lazy to rewrite it though . . . here is another tutorial that uses MOSFETS:http://www.societyofrobots.com/schematics_h-bridgedes.shtml
Basically you apply your signal to the gate of the mosfet, and put the other two leads (drain and source) in serious with your 3000V power supply. Basically the gate acts as an electronic on/off switch for your 3000V power supply.
So all you do then is apply your square wave pulse to the gate. You can do this with a simple function generator if you have it, or with a 555 timer IC, or with a microcontroller with very simple programming. Simple as in it is the same as the code to make an LED blink fast.
You probably should amplify the voltage (with an op-amp) from your signal to the mosfet gate to like ~20V just to make the mosfet more efficient. Higher gate voltages means higher efficiency and less overheating.
signal generator ---- op-amp ----- mosfet
| Load resistance
Just one side comment, you do realize that your circuit will be drawing an insane 1250 watts?!? (power=2500V*.130A=1250W)
Anyway let me know if you have questions, I kind of breezed by on this and didnt explain it that well.